Options Weekly 18.05.2019

Summary: May NIFTY 12000 calls added 6,40,875 contracts while 11200 calls shed 9,225. On the Put side of the equation, the 11000 strike added 4,54,275 while the 11400’s shed 5,250.

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

MAY BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

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